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Personal profile

Personal information

Associate Professor of Finance (VU) and Economist (CDA Research Institute, CDA-WI) Research profile in portfolio theory (investments), banking, pension funds, hedge funds and the housing market. Teaching experience in financial markets and institutions, derivatives, bubbles & crashes, ethics, and skills courses in Excel. Thinks, writes and speaks on economic and social issues such as the position of the middle class, the labor market, the Euro and government policy in these areas.

Ancillary activities

  • Wetenschappelijk Instituut voor het CDA | Den Haag | Medewerker | 2017-10-16

Ancillary activities are updated daily

Ancillary activities

Senior economist the CDA Research Institute, see www.cda.nl/wi

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Pension funds Business & Economics
Hedge funds Business & Economics
Downside risk Business & Economics
Wealth Business & Economics
Uncertainty Business & Economics
Expenses Business & Economics
Diversification Business & Economics
Risk aversion Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1997 2018

From chaining blocks to breaking even: A study on the profitability of bitcoin mining from 2012 to 2016

Derks, J., Gordijn, J. & Siegmann, A., Aug 2018, In : Electronic Markets. 28, 3, p. 321-338 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Miners
Profitability
Hardware
Expenses
Sustainable development

Intergenerational Risk Sharing under Loss Averse Preferences

Boes, M-J. & Siegmann, A. H., 2018, In : Journal of Banking and Finance. 92, July, p. 269-279

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

No Robots: The Position of Middle Class Households in 9 European Countries

Siegmann, A. H. (ed.) & Schäfer, M. (ed.), 2018, 182 p.

Research output: Book / ReportBookProfessional

Open Access

Armoedeval kind van de rekening van Rutte III

Gradus, R. H. J. M. & Siegmann, A. H., 25 Oct 2017, In : Reformatorisch Dagblad.

Research output: Contribution to JournalArticlePopular

Panta rhei, measurement and discovery of change in financial markets

Zamojski, M. J., 2017, Amsterdam: Tinbergen Institute. 227 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Activities 2011 2014

  • 5 Lecture / Presentation

Hedge Fund Innovation

Siegmann, A. H. (Speaker), D.G. Stefanova (Speaker), M. Zamojski (Speaker)
3 Jan 2014

Activity: Lecture / PresentationAcademic

The Evolving Beta-Liquidity Relationship of Hedge Funds

Siegmann, A. H. (Speaker), D.G. Stefanova (Speaker), M. Zamojski (Speaker)
20 Nov 2013

Activity: Lecture / PresentationAcademic

Hedge Fund Innovation

Siegmann, A. H. (Speaker), D.G. Stefanova (Speaker), M. Zamojski (Speaker)
29 Apr 2013

Activity: Lecture / PresentationAcademic

Hedge Fund Innovation

Siegmann, A. H. (Speaker), D.G. Stefanova (Speaker), M. Zamojski (Speaker)
23 Aug 2013

Activity: Lecture / PresentationAcademic

Market Liquidity and Exposure of Hedge Funds

D.G. Stefanova (Speaker), Siegmann, A. H. (Speaker)
2011

Activity: Lecture / PresentationAcademic

Prizes

INQUIRE UK collaborative research grant

A. Lucas (Recipient), A.H. Siegmann (Recipient) & M.J.C.M. Verbeek (Recipient), 2004

Prize: Prize / AwardSocietal

NWO Veni grant

A.H. Siegmann (Recipient), 15 Mar 2003

Prize: Prize / AwardAcademic

Finance
Loss aversion

Systemic Risk Tomography

A. Lucas (Recipient), S.J. Koopman (Recipient) & A.H. Siegmann (Recipient), 2013

Prize: Prize / AwardAcademic

Organized Financing
Tomography
Research